On the order of the minimal output representation of stochastic linear systems

Y. Baram; U. Shaked

doi:10.1080/00207178408933266

On the order of the minimal output representation of stochastic linear systems

Y. Baram^*, U. Shaked

^*Corresponding author for this work

School of Electrical Engineering

Tel Aviv University

Research output: Contribution to journal › Article › peer-review

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Abstract

The relationship between the internal structure of a stochastic linear system in state-space form and the order of its output representation is investigated. Conditions for minimal and for maximal values of the output representation's order are derived.

Original language	English
Pages (from-to)	179-192
Number of pages	14
Journal	International Journal of Control
Volume	40
Issue number	1
DOIs	https://doi.org/10.1080/00207178408933266
State	Published - Jul 1984

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On the order of the minimal output representation of stochastic linear systems

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